I publish my lecture slides for ECON 7710: Advanced Econometrics, a Ph.D. level econometrics course at the Department of Accountancy, Economics and Finance, HKBU. This course covers causal inference and basic structural models, suitable for first-year Ph.D. and Master students.
I have learned a lot from other researchers' course materials, so I also make my slides public. I welcome any suggestions or comments. All errors are my own.
In the Fall 2025 semester, I adapted my lecture slides to teach the Master’s class. While the overall structure remained consistent with the Ph.D. version, I adjusted the content to suit the students’ background better. Specifically, I omitted some advanced topics and the final four lectures on structural models, and instead added a new lecture on Machine Learning. I also placed greater emphasis on hands-on learning by integrating coding exercises and preparing accompanying R Markdown files to help students implement the econometric methods in practice.